EconML
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CATE validation - uplift uniform confidence bands
Added additional functionality to the DRTester validation class to include uniform confidence bands (both two- and one-sided) for uplift curve plots, calculated via the multiplier bootstrap.
Modified files are:
- econml/validate/* (main code files)
- econml/tests/test_drtester.py (test cases)
- notebooks/CATE validation.ipynb (example usage notebook)
Test cases were extended to include the modifications, maintaining 100% coverage:
Looking forward to any comments.